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person:"Jouini, Elyès"
~person:"Bielecki, Tomasz R."
~subject:"CAPM"
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Search: subject_exact:"Transaktionskosten"
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Jouini, Elyès
Bielecki, Tomasz R.
Bartram, Söhnke M.
5
Muhle-Karbe, Johannes
5
Vilkov, Grigory
5
Zhang, Shunming
5
Buss, Adrian
4
Cong, Lin William
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Deng, Xiaotie
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3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Finance and stochastics
1
International journal of theoretical and applied finance
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
2
Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
Saved in:
3
Arbitrage and investment opportunities
Jouini, Elyès
;
Napp, Clotilde
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 305-325
Persistent link: https://www.econbiz.de/10001599273
Saved in:
4
Viability and equilibrium in securites markets with frictions
Jouini, Elyès
;
Kallal, Hédi D.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 275-292
Persistent link: https://www.econbiz.de/10001444172
Saved in:
5
Arbitrage and investment opportunities
Jouini, Elyès
;
Napp, Clotilde
-
1998
Persistent link: https://www.econbiz.de/10000993493
Saved in:
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